| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -187153.8031 | 76337.2551 | -263491.0582 | 3029621.6441 | 801497.4851 | 2228124.159 |
| Total P&L (%) | -187.1538 | 76.3373 | -263.4911 | 3029.6216 | 801.4975 | 2228.1242 |
| Avg Daily Profit (%) | -0.0992 | 0.0405 | -0.1397 | 0.1827 | 0.1167 | 0.167 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -447352 | -66620 | -444593 | -1208535 | -1324976 | -1351283 |
| Profit Factor | 0.7844 | 1.3391 | 0.5901 | 1.6004 | 1.3093 | 1.9076 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 66 | 29 | 37 | 56 | 29 | 27 |
| Losing Trades | 30 | 19 | 11 | 40 | 19 | 21 |
| Profitability (%) | 68.75 | 60.4167 | 77.0833 | 58.3333 | 60.4167 | 56.25 |
| Ratio Avg Win / Avg Loss | 0.3565 | 0.8773 | 0.1754 | 1.1431 | 0.8578 | 1.4837 |
| Largest Winning Trade | 46405 | 46405 | 29949 | 1277899 | 337945 | 1277899 |
| Largest Losing Trade | -360712 | -40397 | -360712 | -770423 | -770423 | -679882 |
| Avg Bars in Trades | 56 | 48 | 65 | 56 | 48 | 65 |
| Avg Bars in Winners | 30 | 22 | 37 | 55 | 45 | 65 |
| Avg Bars in Losers | 114 | 88 | 160 | 59 | 52 | 65 |
| Bars Traded | 5468 | 2327 | 3141 | 5468 | 2327 | 3141 |
| Profit Streak | 34.815 | 34.815 | 36.4817 | 34.815 | 34.815 | 36.4817 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576371 | -138201 | -575741 | 453125 | -36390 | 453685 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1886,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759001619791,
"expiration_time": 1763877312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 115,
"offset": 0,
"scalar": 1
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
-187153.8030730634,
76337.2551005211,
-263491.0581735845,
3029621.644072997,
801497.4850979322,
2228124.1589750657
],
[
-187.153803,
76.337255,
-263.491058,
3029.621644,
801.497485,
2228.124159
],
[
-0.099233,
0.040476,
-0.139709,
0.182749,
0.116658,
0.167035
],
[
10,
10,
10,
10,
10,
10
],
[
-447352,
-66620,
-444593,
-1208535,
-1324976,
-1351283
],
[
0.784364,
1.33908,
0.590079,
1.600375,
1.309314,
1.907585
],
[
96,
48,
48,
96,
48,
48
],
[
66,
29,
37,
56,
29,
27
],
[
30,
19,
11,
40,
19,
21
],
[
68.75,
60.416667,
77.083333,
58.333333,
60.416667,
56.25
],
[
0.356529,
0.877328,
0.175429,
1.143125,
0.857826,
1.483677
],
[
46405,
46405,
29949,
1277899,
337945,
1277899
],
[
-360712,
-40397,
-360712,
-770423,
-770423,
-679882
],
[
56,
48,
65,
56,
48,
65
],
[
30,
22,
37,
55,
45,
65
],
[
114,
88,
160,
59,
52,
65
],
[
5468,
2327,
3141,
5468,
2327,
3141
],
[
34.815044,
34.815044,
36.48171,
34.815044,
34.815044,
36.481711
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576371,
-138201,
-575741,
453125,
-36390,
453685
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5658,
"evaluation_days": 1886,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759001619791,
"expiration_time": 1763877312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 115,
"offset": 0,
"scalar": 1
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|